|
Attention! Read the forum rules carefully before posting a topic.
Try to find an answer in Wiki before asking a question. Submit programming questions in this forum only. Off topics are strictly forbidden.
Any topics which do not satisfy these rules will be deleted.
Stoploss Break Even |
uncharted29
|
Post subject: Stoploss Break Even |
Post rating: 0
|
Posted: Tue 06 Dec, 2011, 19:17
|
|
User rating: 0
Joined: Wed 30 Nov, 2011, 02:55 Posts: 10 Location: CA
|
Hey does anyone have a stoploss break even strategy i can use. One that I can set the value for how many pips price mush move forward in order to trigger the SLBE, and a value to adjust the SLBE by a few pips from entry. thanks.
|
|
|
|
 |
API Support
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Wed 07 Dec, 2011, 09:20
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
|
|
|
|
 |
uncharted29
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Wed 07 Dec, 2011, 22:54
|
|
User rating: 0
Joined: Wed 30 Nov, 2011, 02:55 Posts: 10 Location: CA
|
I tried taking the code from the links u provided and pasting it into a text and saving it as a jfx file, it doesnt seem to work. Before i setup my pamm account, my IB ( molecule6) had a stragety software that had this feature) but it doesnt work since then. IS there someone who can rip out the SLBE code for me.
Attachments: |
Managing_Orders_Basic_Live_1_21_Haym438 - AC.jfx [224.4 KiB]
Downloaded 420 times
|
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
|
|
|
|
|
 |
uncharted29
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Wed 07 Dec, 2011, 22:56
|
|
User rating: 0
Joined: Wed 30 Nov, 2011, 02:55 Posts: 10 Location: CA
|
|
|
|
 |
API Support
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Thu 08 Dec, 2011, 09:30
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
|
|
|
|
 |
uncharted29
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Thu 08 Dec, 2011, 15:25
|
|
User rating: 0
Joined: Wed 30 Nov, 2011, 02:55 Posts: 10 Location: CA
|
Ok when i saved it, it has to be the specific name provided. So i compiled it , and when i hit run, it looks like its executing it, but then just locks jforex,
|
|
|
|
 |
uncharted29
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Thu 08 Dec, 2011, 15:26
|
|
User rating: 0
Joined: Wed 30 Nov, 2011, 02:55 Posts: 10 Location: CA
|
|
|
|
 |
API Support
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Thu 08 Dec, 2011, 15:33
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
|
The exception tells what needs to be changed: OneOrderBreakEvenSLThreads class should be saved in a file called OneOrderBreakEvenSLThreads.java. Or alternatively rename the class to SLBE.
|
|
|
|
 |
uncharted29
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Thu 08 Dec, 2011, 15:49
|
|
User rating: 0
Joined: Wed 30 Nov, 2011, 02:55 Posts: 10 Location: CA
|
ok there's no parameter option, Every time i hit run, it just opens a long position on eurusd and a stoploss order?!!??
|
|
|
|
 |
API Support
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Thu 08 Dec, 2011, 15:55
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
|
This is as designed. Consider using the strategy in Historical Tester to see the stop loss updates. For the historical period, please refer to the post where the strategy was originally posted. If you have any other particular Break Even algorithm in mind, consider making a strategy request in the following forum section: viewforum.php?f=112
|
|
|
|
 |
uncharted29
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Thu 08 Dec, 2011, 16:55
|
|
User rating: 0
Joined: Wed 30 Nov, 2011, 02:55 Posts: 10 Location: CA
|
I came across this piece of coding, close to what i want. Only problem is moves the stoploss to break even after 25 pips, I tried looking at the code to see if i can change that value, but cant seem to see where it is. would u know? thanks. Quote: /*
StopManager.java version 1.0 Copyright 2010 Quantisan.com
Move stops to breakeven when equidistance to original stop loss
*/
package jforex;
import com.dukascopy.api.*;
public class StopManager implements IStrategy { private IEngine engine; private IConsole console; private IContext context; @Configurable("Lock-in Pips for Breakeven") public int lockPip = 3; @Configurable("Move stop to breakeven?") public boolean moveBE = true; public void onStart(IContext context) throws JFException { this.engine = context.getEngine(); this.console = context.getConsole(); this.context = context; }
public void onAccount(IAccount account) throws JFException { }
public void onMessage(IMessage message) throws JFException { }
public void onStop() throws JFException { }
public void onTick(Instrument instrument, ITick tick) throws JFException { for (IOrder order : engine.getOrders(instrument)) { if (order.getState() == IOrder.State.FILLED) { boolean isLong; double open, stop, diff, newStop; String label = order.getLabel(); IChart chart; isLong = order.isLong(); open = order.getOpenPrice(); stop = order.getStopLossPrice(); diff = open - stop; // stop loss distance if (isLong) { // long side order if (moveBE && diff > 0 && tick.getBid() > (open + diff)) { // make it breakeven trade + lock in a few pips newStop = open + instrument.getPipValue() * lockPip; order.setStopLossPrice(newStop); console.getOut().println(label + ": Moved stop to breakeven"); chart = this.context.getChart(instrument); chart.draw(label + "_BE", IChart.Type.SIGNAL_UP, tick.getTime(), newStop); } } else { // short side order // Move to breakeven if (moveBE && diff < 0 && tick.getAsk() < (open + diff)) { // diff is negative // make it breakeven trade + lock in a few pips newStop = open - (instrument.getPipValue() * lockPip); order.setStopLossPrice(newStop); console.getOut().println(label + ": Moved stop to breakeven"); chart = this.context.getChart(instrument); chart.draw(label + "_BE", IChart.Type.SIGNAL_DOWN, tick.getTime(), newStop); } } } } } public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException { } }
Attachments: |
StopManager.java [2.43 KiB]
Downloaded 423 times
|
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
|
|
|
|
|
 |
API Support
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Fri 09 Dec, 2011, 15:32
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
|
There is nothing in the source code suggesting such behavior. Could you please provide in detail how the Break even should be implemented in a strategy?
|
|
|
|
 |
uncharted29
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Sat 10 Dec, 2011, 21:09
|
|
User rating: 0
Joined: Wed 30 Nov, 2011, 02:55 Posts: 10 Location: CA
|
thats what i dont get, ive tried it in the demo and it works.
Well like in my old strategy. there needs to be 2 values
1. Stoploss Break Even Trigger (SLBET) 2. Stoploss Break Even (SLBE)
So lets say i place a long trade at 1.0000, stoploss is 0.9980. the value of SLBET=40pips and SLBE=1pip. So if price moved to 1.0040, it will tell the strategy to move the stoploss from .9980 to 1.0001.
|
|
|
|
 |
API Support
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Mon 12 Dec, 2011, 14:21
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
|
Consider the following code: package jforex.strategies;
import com.dukascopy.api.*;
public class StopManager implements IStrategy {
private IEngine engine; private IConsole console; private IContext context; @Configurable("Lock-in Pips for Breakeven (SLBE)") public int lockPip = 3; @Configurable("Stoploss Break Even Trigger (SLBET)") public int triggerPips = 40; @Configurable("Move stop to breakeven?") public boolean moveBE = true;
public void onStart(IContext context) throws JFException { this.engine = context.getEngine(); this.console = context.getConsole(); this.context = context; }
public void onAccount(IAccount account) throws JFException { }
public void onMessage(IMessage message) throws JFException { }
public void onStop() throws JFException { }
public void onTick(Instrument instrument, ITick tick) throws JFException { for (IOrder order : engine.getOrders(instrument)) { if (order.getState() == IOrder.State.FILLED) { boolean isLong; double open, newStop; String label = order.getLabel(); IChart chart;
isLong = order.isLong(); open = order.getOpenPrice();
if (isLong) { // long side order if (moveBE && tick.getBid() > (open + toPrice(instrument, triggerPips))) { // make it breakeven trade + lock in a few pips newStop = open + toPrice(instrument, lockPip); order.setStopLossPrice(newStop); console.getOut().println(label + ": Moved stop to breakeven");
chart = this.context.getChart(instrument); chart.draw(label + "_BE", IChart.Type.SIGNAL_UP, tick.getTime(), newStop); } } else { // short side order // Move to breakeven if (moveBE && tick.getAsk() < (open - toPrice(instrument, triggerPips))) { // diff is negative // make it breakeven trade + lock in a few pips newStop = open - toPrice(instrument, lockPip); order.setStopLossPrice(newStop); console.getOut().println(label + ": Moved stop to breakeven");
chart = this.context.getChart(instrument); chart.draw(label + "_BE", IChart.Type.SIGNAL_DOWN, tick.getTime(), newStop); } } } } } private double toPrice(Instrument instr, int pips) { return instr.getPipValue() * pips; }
public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException { } }
Attachments: |
StopManager.java [2.79 KiB]
Downloaded 415 times
|
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
|
|
|
|
|
 |
uncharted29
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Tue 13 Dec, 2011, 16:07
|
|
User rating: 0
Joined: Wed 30 Nov, 2011, 02:55 Posts: 10 Location: CA
|
seems to be working pretty, i will keep testing it, thank you!.
|
|
|
|
 |
uncharted29
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Tue 13 Dec, 2011, 17:16
|
|
User rating: 0
Joined: Wed 30 Nov, 2011, 02:55 Posts: 10 Location: CA
|
Hey, it working fine, only problem i notice, is on the strategy's first attempt to move the stoploss to breakeven, this message pops up and it will not move the stoploss until you click OK. after that it runs fine, itll trigger the stoploss automatically. Anyways to get rid of this message box? thanks. 
|
|
|
|
 |
dreamtheater
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Tue 13 Dec, 2011, 21:15
|
|
User rating: 1
Joined: Mon 23 May, 2011, 07:52 Posts: 57 Location: Bulgaria,
|
I get the same message like you and every time my platform freezes and needs force close. Totally no response by clicking any button and needs restart
|
|
|
|
 |
Cashbone
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Tue 13 Dec, 2011, 22:39
|
|
User rating: 3
Joined: Tue 17 May, 2011, 16:51 Posts: 38 Location: Sweden, Jonkoping
|
|
|
|
 |
dreamtheater
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Wed 14 Dec, 2011, 16:25
|
|
User rating: 1
Joined: Mon 23 May, 2011, 07:52 Posts: 57 Location: Bulgaria,
|
Thanks Cashbone, I've enabled the console but really don't know what to do with that code 
|
|
|
|
 |
Cashbone
|
Post subject: Re: Stoploss Break Even |
Post rating: 0
|
Posted: Wed 14 Dec, 2011, 22:27
|
|
User rating: 3
Joined: Tue 17 May, 2011, 16:51 Posts: 38 Location: Sweden, Jonkoping
|
Well I used @RequiresFullAccess so as not to have to deal with that, so I'm of no help there
|
|
|
|
 |
|
Pages: [
1, 2
»
]
|
|
|
|
|